I've flown non-rev internationally a few times. With customs, I haven't been asked to show proof of return- they just want to know how long I intend to stay in the country. If for some reason they did ask, I could show them e-mails indicating I intend to fly standby on a particular flight.
To keep things simple, I would not mention that you're flying standby unless an official asks you for more details about your travel arrangements. It varies by country, but most just want to know you're not going to overstay , stamp your passport and wave you on.